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Carry funding and safe haven currencies : a threshold regression approach

Hossfeld, Oliver; MacDonald, Ronald - In: Journal of international money and finance 59 (2015), pp. 185-202

Persistent link: https://www.econbiz.de/10011478323

Currency forecast errors and carry trades at times of low interest rates : evidence from survey data on the yen/dollar exchange rate

MacDonald, Ronald; Nagayasu, Jun - In: Journal of international money and finance 53 (2015), pp. 1-19

Persistent link: https://www.econbiz.de/10011475902

The real exchange rate in the long run : Balassa-Samuelson effects reconsidered

Bordo, Michael D.; Choudhri, Ehsan U.; Fazio, Giorgio; … - In: Journal of international money and finance 75 (2017), pp. 69-92

Persistent link: https://www.econbiz.de/10011788025

Cross-border sentiment : an empirical analysis on EU stock markets

Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290

Persistent link: https://www.econbiz.de/10010399454

The role of exchange rate for current account: a panel data analysis

Vieira, Flavio Vilela; MacDonald, Ronald - In: Economia : revista da ANPEC 21 (2020) 1, pp. 57-72

The goal of this paper is to address the role of the real effective exchange rate (fundamentals, misalignment and volatility) for the current account using a panel data analysis for a set of 58 countries, over the period of 1994-2014. The results suggest that exchange rate misalignment is...

Persistent link: https://www.econbiz.de/10012287467

Reexamining the monetary approach to the exchange rate : the dollar-franc ; 1976 - 90

MacDonald, Ronald - In: Applied financial economics 4 (1994) 6, pp. 423-429

Persistent link: https://www.econbiz.de/10001171660

Bayesian exploratory factor analysis

Conti, Gabriella; Frühwirth-Schnatter, Sylvia; … - In: Journal of econometrics 183 (2014) 1, pp. 31-57

Persistent link: https://www.econbiz.de/10010506092

Testing the correlated random coefficient model

Heckman, James J.; Schmierer, Daniel; Urzua, Sergio - In: Journal of econometrics 158 (2010) 2, pp. 177-203

Persistent link: https://www.econbiz.de/10008839973

A new approach to tests of pricing-to-market

Byrne, Joseph P.; MacDonald, Ronald; Kortava, Ekaterina - In: Journal of international money and finance 32 (2013), pp. 654-667

Persistent link: https://www.econbiz.de/10009733483